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BUILT-IN MATHEMATICA SYMBOL
FrechetDistribution
FrechetDistribution[
, 
]
represents the Frechet distribution with shape parameter and scale parameter .
FrechetDistribution[, , 
]
represents the Frechet distribution with shape parameter , scale parameter , and location parameter .
Details
- The Frechet distribution gives the asymptotic distribution of the maximum value in a sample from a distribution such as the Cauchy distribution.
- FrechetDistribution is also known as type II extreme value distribution.
- The probability density for value
in a Frechet distribution is proportional to 
for 
and zero otherwise. - The probability density for value
in a Frechet distribution with location parameter is proportional to 
for 
and zero otherwise. - FrechetDistribution allows and to be any positive real numbers and to be any real number.
- FrechetDistribution can be used with such functions as Mean, CDF, and RandomVariate.
Examplesopen all
Basic Examples (5)
New in 8
